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Goldman Sachs Call 20 ARRD 20.09..../  DE000GQ72TY7  /

EUWAX
7/23/2024  4:19:30 PM Chg.-0.030 Bid7:56:56 PM Ask7:56:56 PM Underlying Strike price Expiration date Option type
0.130EUR -18.75% 0.150
Bid Size: 30,000		 0.170
Ask Size: 30,000		 ARCELORMITTAL S.A. N... 20.00 EUR 9/20/2024 Call
 

Master data

WKN: GQ72TY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 9/20/2024
Issue date: 10/10/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.32
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.35
Implied volatility: -
Historic volatility: 0.25
Parity: 0.35
Time value: -0.16
Break-even: 21.91
Moneyness: 1.18
Premium: -0.07
Premium p.a.: -0.36
Spread abs.: 0.04
Spread %: 27.33%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -53.57%
3 Months
  -71.74%
YTD
  -81.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.160
1M High / 1M Low: 0.270 0.150
6M High / 6M Low: 0.760 0.150
High (YTD): 2/12/2024 0.760
Low (YTD): 7/10/2024 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.205
Avg. volume 1M:   0.000
Avg. price 6M:   0.461
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.09%
Volatility 6M:   115.15%
Volatility 1Y:   -
Volatility 3Y:   -